This is probably obvious, but:
You could remove the blades, so they aren't ice skates anymore. Then you check the blades.
There is a good chance you could buy new blades on site if they get lost, though you'd have to take your chances with the available sharpeners (the biggest skating events have "official sharpeners" who are very good, but who may nonetheless do things differently from your accustomed pro) - or you could have another pair, sharpened by your pro, shipped ahead of time by an independent route so at least one arrives. (Post offices in many countries, including the U.S., allow you to ship things to them that they will hold for pick-up.)
There are quite a few skaters who have extra pairs of blades (sometimes boots too) anyway, so they can ship one pair to a favored sharpener while skating on another, and to deal with equipment failures
Yes, it's expensive.
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It seems so unfair that a tiny group of nut cases has made air travel such a hassle for everyone. In a way, all the extra hassle means they've won.
Maybe specialized airlines should let you watch airport workers put your luggage on and off the plane, and take it to and from you while you watch. That would cut the theft issue.